Amazon.com Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
35.22%
decreased by 0.57%
1 Week
35.39%
decreased by 0.40%
1 Month
36.05%
increased by 0.26%
Analysis last updated: Friday, June 12, 2026 at 10:51 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 27.8475 | 8.62 | |
| 0.0547 | 80.85 | |
| 0.9990 | 8,919.29 | |
| 4.3148 | 52.15 |
Estimation Period:
May 16, 1997 to Jun 12, 2026
May 16, 1997 to Jun 12, 2026
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